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Elementary Stochastic Calculus, With Finance In View

by Thomas (Univ Of Copenhagen, Denmark) Mikosch
language: english
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD, November of 1998 ‧
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An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.

Elementary Stochastic Calculus, With Finance In View

by Thomas (Univ Of Copenhagen, Denmark) Mikosch

Property Description
ISBN: 9789810235437
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Release Date: November of 1998
Language: English
Dimensions: 164 x 236 x 16 mm
Cover: Hardcover
Pages: 226
Format: Book
Collection: Advanced Series On Statistical Science & Applied Probability
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9789810235437

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